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~person:"Chen, Huigang"
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Chen, Huigang
Laxton, Douglas
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IMF Working Papers, Vol. , pp. 1-23, 2009
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ECONIS (ZBW)
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Constructing forecast confidence bands during the financial crisis
Chen, Huigang
;
Clinton, Kevin
;
Johnson, Marianne F.
; …
-
2009
Persistent link: https://www.econbiz.de/10003919872
Saved in:
2
Limited information Bayesian
Model
Averaging for dynamic panels with short time periods
Chen, Huigang
;
Mirestean, Alin
;
Tsangarides, Charalambos
-
2009
Persistent link: https://www.econbiz.de/10003866277
Saved in:
3
Constructing Forecast Confidence Bands During the Financial Crisis
Clinton, Kevin
-
2009
We derive forecast confidence bands using a Global Projection
Model
covering the United States, the euro area, and … Japan. In the
model
, the price of oil is a stochastic process, interest rates have a zero floor, and bank lending tightening …
Persistent link: https://www.econbiz.de/10012677886
Saved in:
4
Limited Information Bayesian
Model
Averaging for Dynamic Panels with Short Time Periods
Mirestean, Alin
-
2009
Bayesian
Model
Averaging (BMA) provides a coherent mechanism to address the problem of
model
uncertainty. In this paper … appear as regressors. We propose a Limited Information Bayesian
Model
Averaging (LIBMA) methodology and then test it using … simulated data. Simulation results suggest that asymptotically our methodology performs well both in Bayesian
model
selection …
Persistent link: https://www.econbiz.de/10012677757
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